Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614161.7515 | 390674.8491 | 223486.9024 | 2372158.3749 | 711476.975 | 1660681.3999 |
Total P&L (%) | 614.1618 | 390.6748 | 223.4869 | 2372.1584 | 711.477 | 1660.6814 |
Avg Daily Profit (%) | 0.337 | 0.2144 | 0.1226 | 0.1762 | 0.1149 | 0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63990 | -39974 | -40376 | -1031534 | -737445 | -725550 |
Profit Factor | 2.4618 | 3.1984 | 1.9218 | 1.4278 | 1.281 | 1.5511 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 39.2405 | 35 | 43.5897 | 39.2405 | 35 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.8117 | 5.9399 | 2.487 | 2.2108 | 2.379 | 2.0073 |
Largest Winning Trade | 258924 | 258924 | 71789 | 915068 | 707454 | 915068 |
Largest Losing Trade | -34842 | -15680 | -34842 | -448717 | -351672 | -448717 |
Avg Bars in Trades | 255 | 100 | 414 | 255 | 100 | 414 |
Avg Bars in Winners | 525 | 208 | 787 | 525 | 208 | 787 |
Avg Bars in Losers | 81 | 43 | 125 | 81 | 43 | 125 |
Bars Traded | 20185 | 4033 | 16152 | 20185 | 4033 | 16152 |
Profit Streak | 0 | 0 | 59.499 | 0 | 0 | 59.499 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21561 | 289858 | -27566 | -25652 | -43854 | 305706 |
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{ "first_band": { "type": "kcu", "factors": { "length": 198, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 198, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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